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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+3.86%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$106B
AUM Growth
+$4.18B
Cap. Flow
+$1.94B
Cap. Flow %
1.84%
Top 10 Hldgs %
15.44%
Holding
4,108
New
177
Increased
2,297
Reduced
1,378
Closed
232

Top Buys

Rank Stock Value
1
T icon
AT&T
T
+$92.5M
2
XOM icon
ExxonMobil
XOM
+$92.3M
3
SCZ icon
iShares MSCI EAFE Small-Cap ETF
SCZ
+$89.3M
4
MSFT icon
Microsoft
MSFT
+$73.3M
5
WFC icon
Wells Fargo
WFC
+$68.6M

Top Sells

Rank Stock Value
1
TWX
Time Warner Inc
TWX
+$198M
2
IVV icon
iShares Core S&P 500 ETF
IVV
+$156M
3
MON
Monsanto Co
MON
+$116M
4
VOO icon
Vanguard S&P 500 ETF
VOO
+$93.8M
5
BAP icon
Credicorp
BAP
+$82.2M

Sector Composition

Rank Sector Weight
1 Financials 14.56%
2 Technology 14.2%
3 Healthcare 11.45%
4 Consumer Discretionary 8.86%
5 Industrials 8.24%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ECL icon
151
Ecolab
ECL
$78.6B
$139M 0.13%
992,081
+52,105
+6% +$7.52M
DE icon
152
Deere & Co
DE
$162B
$139M 0.13%
993,988
+26,480
+3% +$3.9M
WBA
153
DELISTED
Walgreens Boots Alliance
WBA
$138M 0.13%
2,300,598
+144,863
+7% +$9.33M
NSC icon
154
Norfolk Southern
NSC
$75B
$138M 0.13%
911,725
+62,010
+7% +$9.06M
ADI icon
155
Analog Devices
ADI
$179B
$137M 0.13%
1,432,156
+105,320
+8% +$9.94M
GLW icon
156
Corning
GLW
$116B
$137M 0.13%
4,989,018
+708,693
+17% +$19.6M
MRSH
157
Marsh
MRSH
$91.4B
$136M 0.13%
1,653,740
-185,603
-10% -$15.2M
HCA icon
158
HCA Healthcare
HCA
$85.7B
$134M 0.13%
1,309,918
+97,389
+8% +$9.85M
HSBC icon
159
HSBC
HSBC
$367B
$132M 0.13%
2,982,876
+318,844
+12% +$14.6M
DFS
160
DELISTED
Discover Financial Services
DFS
$131M 0.12%
1,861,261
-68,702
-4% -$5.04M
ROST icon
161
Ross Stores
ROST
$81B
$131M 0.12%
1,544,418
-101,469
-6% -$8.26M
EL icon
162
Estee Lauder
EL
$30.7B
$129M 0.12%
905,262
+35,343
+4% +$5.23M
MET icon
163
MetLife
MET
$62.5B
$128M 0.12%
2,944,971
+58,932
+2% +$2.75M
KMB icon
164
Kimberly-Clark
KMB
$36.6B
$127M 0.12%
1,206,373
-92,680
-7% -$9.63M
BAX icon
165
Baxter International
BAX
$13.8B
$127M 0.12%
1,719,082
+17,502
+1% +$1.23M
PRU icon
166
Prudential Financial
PRU
$42.6B
$127M 0.12%
1,356,517
-30,112
-2% -$3.04M
SPG icon
167
Simon Property Group
SPG
$74.7B
$124M 0.12%
728,265
+26,554
+4% +$4.23M
EBAY icon
168
eBay
EBAY
$50.4B
$123M 0.12%
3,405,834
-66,803
-2% -$2.6M
DAL icon
169
Delta Air Lines
DAL
$58.3B
$121M 0.11%
2,440,012
-32,602
-1% -$1.74M
BABA icon
170
Alibaba
BABA
$279B
$120M 0.11%
648,523
+82,078
+14% +$15.6M
XLE icon
171
State Street Energy Select Sector SPDR ETF
XLE
$39.2B
$120M 0.11%
3,161,864
+69,114
+2% +$2.57M
DEO icon
172
Diageo
DEO
$49.5B
$119M 0.11%
828,288
+201,775
+32% +$28.9M
ADSK icon
173
Autodesk
ADSK
$49.6B
$119M 0.11%
905,824
+251,298
+38% +$33.3M
PEG icon
174
Public Service Enterprise Group
PEG
$38.6B
$118M 0.11%
2,185,399
-30,416
-1% -$1.56M
KHC icon
175
Kraft Heinz
KHC
$31.3B
$118M 0.11%
1,875,929
+516,118
+38% +$30.6M
5 6
7
8 9

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AF
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MCM
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PSUF
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BAM
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Parametric Portfolio Associates's Q2 2018 Portfolio in Review

As of Q2 2018, Parametric Portfolio Associates held 4,108 positions worth $106B, up 4.1% from $101B the previous quarter. Its ten largest holdings account for 15% of the portfolio.

Parametric Portfolio Associates's Q2 2018 filing shows 177 new, 2,297 increased, 1,378 reduced and 232 closed positions. Its largest new stake was Mitsubishi UFJ Financial: 8,888,091 shares worth $50.2M. The largest sale was Time Warner Inc, an estimated $198M.

By sector, the portfolio is most concentrated in Financials at 15% of assets, down from 15% a quarter earlier, followed by Technology and Healthcare.

  • Parametric Portfolio Associates's largest Q2 2018 buy was Mitsubishi UFJ Financial: 8,888,091 shares worth $50.2M.
  • Parametric Portfolio Associates added most to AT&T in Q2 2018, an estimated $92.5M increase.
  • Parametric Portfolio Associates's biggest Q2 2018 reduction was iShares Core S&P 500 ETF, cutting an estimated $156M.
  • Parametric Portfolio Associates fully exited Time Warner Inc in Q2 2018, selling an estimated $198M.
  • Parametric Portfolio Associates's ten largest holdings make up 15% of its $106B portfolio in Q2 2018.
  • Parametric Portfolio Associates opened 177 new positions and closed 232 in Q2 2018.
  • Parametric Portfolio Associates's portfolio value rose 4.1% quarter-over-quarter to $106B.

Based on Parametric Portfolio Associates's 13F filing for Q2 2018, filed 13 Aug 2018.